Most powder paints don't need a base coat, which is one of the reasons it is so appealing, as well as the no odor, no mess. I never use a base coat with the pro-tec brand. You don't need to.
If you do use a base coat, do all coats at the same time. In other words, heat your jig, dip it in the white, use the heat gun to even the paint out, and then dip it in whatever color you want. You could do it in separate steps, but reheating the jig with the heat gun can cause the first coat to burn if you are not careful.